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Mathlib.MeasureTheory.Function.L1Space.HasFiniteIntegral

Function with finite integral #

In this file we define the predicate HasFiniteIntegral, which is then used to define the predicate Integrable in the corresponding file.

Main definition #

Tags #

finite integral

Some results about the Lebesgue integral involving a normed group #

theorem MeasureTheory.lintegral_enorm_eq_lintegral_edist {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] (f : αβ) :
∫⁻ (a : α), f a‖ₑ μ = ∫⁻ (a : α), edist (f a) 0 μ
@[deprecated MeasureTheory.lintegral_enorm_eq_lintegral_edist (since := "2025-01-20")]
theorem MeasureTheory.lintegral_nnnorm_eq_lintegral_edist {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] (f : αβ) :
∫⁻ (a : α), f a‖ₑ μ = ∫⁻ (a : α), edist (f a) 0 μ

Alias of MeasureTheory.lintegral_enorm_eq_lintegral_edist.

theorem MeasureTheory.lintegral_norm_eq_lintegral_edist {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] (f : αβ) :
∫⁻ (a : α), ENNReal.ofReal f a μ = ∫⁻ (a : α), edist (f a) 0 μ
theorem MeasureTheory.lintegral_edist_triangle {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f g h : αβ} (hf : AEStronglyMeasurable f μ) (hh : AEStronglyMeasurable h μ) :
∫⁻ (a : α), edist (f a) (g a) μ ∫⁻ (a : α), edist (f a) (h a) μ + ∫⁻ (a : α), edist (g a) (h a) μ
theorem MeasureTheory.lintegral_enorm_zero {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] :
∫⁻ (x : α), 0‖ₑ μ = 0
theorem MeasureTheory.lintegral_enorm_add_left {α : Type u_1} {β : Type u_2} {γ : Type u_3} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] [NormedAddCommGroup γ] {f : αβ} (hf : AEStronglyMeasurable f μ) (g : αγ) :
∫⁻ (a : α), f a‖ₑ + g a‖ₑ μ = ∫⁻ (a : α), f a‖ₑ μ + ∫⁻ (a : α), g a‖ₑ μ
theorem MeasureTheory.lintegral_enorm_add_right {α : Type u_1} {β : Type u_2} {γ : Type u_3} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] [NormedAddCommGroup γ] (f : αβ) {g : αγ} (hg : AEStronglyMeasurable g μ) :
∫⁻ (a : α), f a‖ₑ + g a‖ₑ μ = ∫⁻ (a : α), f a‖ₑ μ + ∫⁻ (a : α), g a‖ₑ μ
theorem MeasureTheory.lintegral_enorm_neg {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f : αβ} :
∫⁻ (a : α), (-f) a‖ₑ μ = ∫⁻ (a : α), f a‖ₑ μ
@[deprecated MeasureTheory.lintegral_enorm_zero (since := "2025-01-21")]
theorem MeasureTheory.lintegral_nnnorm_zero {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] :
∫⁻ (x : α), 0‖ₑ μ = 0

Alias of MeasureTheory.lintegral_enorm_zero.

@[deprecated MeasureTheory.lintegral_enorm_add_left (since := "2025-01-21")]
theorem MeasureTheory.lintegral_nnnorm_add_left {α : Type u_1} {β : Type u_2} {γ : Type u_3} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] [NormedAddCommGroup γ] {f : αβ} (hf : AEStronglyMeasurable f μ) (g : αγ) :
∫⁻ (a : α), f a‖ₑ + g a‖ₑ μ = ∫⁻ (a : α), f a‖ₑ μ + ∫⁻ (a : α), g a‖ₑ μ

Alias of MeasureTheory.lintegral_enorm_add_left.

@[deprecated MeasureTheory.lintegral_enorm_add_right (since := "2025-01-21")]
theorem MeasureTheory.lintegral_nnnorm_add_right {α : Type u_1} {β : Type u_2} {γ : Type u_3} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] [NormedAddCommGroup γ] (f : αβ) {g : αγ} (hg : AEStronglyMeasurable g μ) :
∫⁻ (a : α), f a‖ₑ + g a‖ₑ μ = ∫⁻ (a : α), f a‖ₑ μ + ∫⁻ (a : α), g a‖ₑ μ

Alias of MeasureTheory.lintegral_enorm_add_right.

@[deprecated MeasureTheory.lintegral_enorm_neg (since := "2025-01-21")]
theorem MeasureTheory.lintegral_nnnorm_neg {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f : αβ} :
∫⁻ (a : α), (-f) a‖ₑ μ = ∫⁻ (a : α), f a‖ₑ μ

Alias of MeasureTheory.lintegral_enorm_neg.

The predicate HasFiniteIntegral #

def MeasureTheory.HasFiniteIntegral {α : Type u_1} {ε : Type u_4} [ENorm ε] {x✝ : MeasurableSpace α} (f : αε) (μ : Measure α := by volume_tac) :

HasFiniteIntegral f μ means that the integral ∫⁻ a, ‖f a‖ ∂μ is finite. HasFiniteIntegral f means HasFiniteIntegral f volume.

Equations
Instances For
    theorem MeasureTheory.hasFiniteIntegral_def {α : Type u_1} {ε : Type u_4} [ENorm ε] {x✝ : MeasurableSpace α} (f : αε) (μ : Measure α) :
    theorem MeasureTheory.hasFiniteIntegral_iff_enorm {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f : αβ} :
    @[deprecated MeasureTheory.hasFiniteIntegral_iff_enorm (since := "2025-01-20")]
    theorem MeasureTheory.hasFiniteIntegral_iff_nnnorm {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f : αβ} :

    Alias of MeasureTheory.hasFiniteIntegral_iff_enorm.

    theorem MeasureTheory.hasFiniteIntegral_iff_norm {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] (f : αβ) :
    theorem MeasureTheory.hasFiniteIntegral_iff_edist {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] (f : αβ) :
    HasFiniteIntegral f μ ∫⁻ (a : α), edist (f a) 0 μ <
    theorem MeasureTheory.hasFiniteIntegral_iff_ofReal {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} {f : α} (h : 0 ≤ᶠ[ae μ] f) :
    theorem MeasureTheory.hasFiniteIntegral_iff_ofNNReal {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} {f : αNNReal} :
    HasFiniteIntegral (fun (x : α) => (f x)) μ ∫⁻ (a : α), (f a) μ <
    theorem MeasureTheory.HasFiniteIntegral.mono {α : Type u_1} {β : Type u_2} {γ : Type u_3} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] [NormedAddCommGroup γ] {f : αβ} {g : αγ} (hg : HasFiniteIntegral g μ) (h : ∀ᵐ (a : α) μ, f a g a) :
    theorem MeasureTheory.HasFiniteIntegral.mono' {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f : αβ} {g : α} (hg : HasFiniteIntegral g μ) (h : ∀ᵐ (a : α) μ, f a g a) :
    theorem MeasureTheory.HasFiniteIntegral.congr' {α : Type u_1} {β : Type u_2} {γ : Type u_3} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] [NormedAddCommGroup γ] {f : αβ} {g : αγ} (hf : HasFiniteIntegral f μ) (h : ∀ᵐ (a : α) μ, f a = g a) :
    theorem MeasureTheory.hasFiniteIntegral_congr' {α : Type u_1} {β : Type u_2} {γ : Type u_3} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] [NormedAddCommGroup γ] {f : αβ} {g : αγ} (h : ∀ᵐ (a : α) μ, f a = g a) :
    theorem MeasureTheory.HasFiniteIntegral.congr {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f g : αβ} (hf : HasFiniteIntegral f μ) (h : f =ᶠ[ae μ] g) :
    theorem MeasureTheory.hasFiniteIntegral_congr {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f g : αβ} (h : f =ᶠ[ae μ] g) :
    theorem MeasureTheory.hasFiniteIntegral_const_iff {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {c : β} :
    HasFiniteIntegral (fun (x : α) => c) μ c = 0 IsFiniteMeasure μ
    theorem MeasureTheory.hasFiniteIntegral_const_iff_isFiniteMeasure {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {c : β} (hc : c 0) :
    HasFiniteIntegral (fun (x : α) => c) μ IsFiniteMeasure μ
    theorem MeasureTheory.hasFiniteIntegral_const {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] [IsFiniteMeasure μ] (c : β) :
    HasFiniteIntegral (fun (x : α) => c) μ
    theorem MeasureTheory.HasFiniteIntegral.of_mem_Icc {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} [IsFiniteMeasure μ] (a b : ) {X : α} (h : ∀ᵐ (ω : α) μ, X ω Set.Icc a b) :
    theorem MeasureTheory.hasFiniteIntegral_of_bounded {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] [IsFiniteMeasure μ] {f : αβ} {C : } (hC : ∀ᵐ (a : α) μ, f a C) :
    theorem MeasureTheory.HasFiniteIntegral.of_finite {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] [Finite α] [IsFiniteMeasure μ] {f : αβ} :
    theorem MeasureTheory.HasFiniteIntegral.mono_measure {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ ν : Measure α} [NormedAddCommGroup β] {f : αβ} (h : HasFiniteIntegral f ν) (hμ : μ ν) :
    theorem MeasureTheory.HasFiniteIntegral.add_measure {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ ν : Measure α} [NormedAddCommGroup β] {f : αβ} (hμ : HasFiniteIntegral f μ) (hν : HasFiniteIntegral f ν) :
    theorem MeasureTheory.HasFiniteIntegral.left_of_add_measure {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ ν : Measure α} [NormedAddCommGroup β] {f : αβ} (h : HasFiniteIntegral f (μ + ν)) :
    theorem MeasureTheory.HasFiniteIntegral.right_of_add_measure {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ ν : Measure α} [NormedAddCommGroup β] {f : αβ} (h : HasFiniteIntegral f (μ + ν)) :
    @[simp]
    theorem MeasureTheory.hasFiniteIntegral_add_measure {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ ν : Measure α} [NormedAddCommGroup β] {f : αβ} :
    theorem MeasureTheory.HasFiniteIntegral.smul_measure {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f : αβ} (h : HasFiniteIntegral f μ) {c : ENNReal} (hc : c ) :
    @[simp]
    theorem MeasureTheory.hasFiniteIntegral_zero_measure {α : Type u_1} {β : Type u_2} [NormedAddCommGroup β] {m : MeasurableSpace α} (f : αβ) :
    @[simp]
    theorem MeasureTheory.hasFiniteIntegral_zero (α : Type u_1) (β : Type u_2) {m : MeasurableSpace α} (μ : Measure α) [NormedAddCommGroup β] :
    HasFiniteIntegral (fun (x : α) => 0) μ
    theorem MeasureTheory.HasFiniteIntegral.neg {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f : αβ} (hfi : HasFiniteIntegral f μ) :
    @[simp]
    theorem MeasureTheory.hasFiniteIntegral_neg_iff {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f : αβ} :
    theorem MeasureTheory.HasFiniteIntegral.norm {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {f : αβ} (hfi : HasFiniteIntegral f μ) :
    HasFiniteIntegral (fun (a : α) => f a) μ
    theorem MeasureTheory.hasFiniteIntegral_norm_iff {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] (f : αβ) :
    HasFiniteIntegral (fun (a : α) => f a) μ HasFiniteIntegral f μ
    theorem MeasureTheory.hasFiniteIntegral_toReal_of_lintegral_ne_top {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} {f : αENNReal} (hf : ∫⁻ (x : α), f x μ ) :
    HasFiniteIntegral (fun (x : α) => (f x).toReal) μ
    theorem MeasureTheory.hasFiniteIntegral_toReal_iff {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} {f : αENNReal} (hf : ∀ᵐ (x : α) μ, f x ) :
    HasFiniteIntegral (fun (x : α) => (f x).toReal) μ ∫⁻ (x : α), f x μ
    theorem MeasureTheory.isFiniteMeasure_withDensity_ofReal {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} {f : α} (hfi : HasFiniteIntegral f μ) :
    IsFiniteMeasure (μ.withDensity fun (x : α) => ENNReal.ofReal (f x))
    theorem MeasureTheory.all_ae_ofReal_F_le_bound {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {F : αβ} {bound : α} (h : ∀ (n : ), ∀ᵐ (a : α) μ, F n a bound a) (n : ) :
    theorem MeasureTheory.all_ae_tendsto_ofReal_norm {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {F : αβ} {f : αβ} (h : ∀ᵐ (a : α) μ, Filter.Tendsto (fun (n : ) => F n a) Filter.atTop (nhds (f a))) :
    theorem MeasureTheory.all_ae_ofReal_f_le_bound {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {F : αβ} {f : αβ} {bound : α} (h_bound : ∀ (n : ), ∀ᵐ (a : α) μ, F n a bound a) (h_lim : ∀ᵐ (a : α) μ, Filter.Tendsto (fun (n : ) => F n a) Filter.atTop (nhds (f a))) :
    theorem MeasureTheory.hasFiniteIntegral_of_dominated_convergence {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {F : αβ} {f : αβ} {bound : α} (bound_hasFiniteIntegral : HasFiniteIntegral bound μ) (h_bound : ∀ (n : ), ∀ᵐ (a : α) μ, F n a bound a) (h_lim : ∀ᵐ (a : α) μ, Filter.Tendsto (fun (n : ) => F n a) Filter.atTop (nhds (f a))) :
    theorem MeasureTheory.tendsto_lintegral_norm_of_dominated_convergence {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {F : αβ} {f : αβ} {bound : α} (F_measurable : ∀ (n : ), AEStronglyMeasurable (F n) μ) (bound_hasFiniteIntegral : HasFiniteIntegral bound μ) (h_bound : ∀ (n : ), ∀ᵐ (a : α) μ, F n a bound a) (h_lim : ∀ᵐ (a : α) μ, Filter.Tendsto (fun (n : ) => F n a) Filter.atTop (nhds (f a))) :
    Filter.Tendsto (fun (n : ) => ∫⁻ (a : α), ENNReal.ofReal F n a - f a μ) Filter.atTop (nhds 0)

    Lemmas used for defining the positive part of an function

    theorem MeasureTheory.HasFiniteIntegral.max_zero {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} {f : α} (hf : HasFiniteIntegral f μ) :
    HasFiniteIntegral (fun (a : α) => f a 0) μ
    theorem MeasureTheory.HasFiniteIntegral.min_zero {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} {f : α} (hf : HasFiniteIntegral f μ) :
    HasFiniteIntegral (fun (a : α) => f a 0) μ
    theorem MeasureTheory.HasFiniteIntegral.smul {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {𝕜 : Type u_5} [NormedAddCommGroup 𝕜] [SMulZeroClass 𝕜 β] [BoundedSMul 𝕜 β] (c : 𝕜) {f : αβ} :
    theorem MeasureTheory.hasFiniteIntegral_smul_iff {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β] {𝕜 : Type u_5} [NormedRing 𝕜] [MulActionWithZero 𝕜 β] [BoundedSMul 𝕜 β] {c : 𝕜} (hc : IsUnit c) (f : αβ) :
    theorem MeasureTheory.HasFiniteIntegral.const_mul {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} {𝕜 : Type u_5} [NormedRing 𝕜] {f : α𝕜} (h : HasFiniteIntegral f μ) (c : 𝕜) :
    HasFiniteIntegral (fun (x : α) => c * f x) μ
    theorem MeasureTheory.HasFiniteIntegral.mul_const {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} {𝕜 : Type u_5} [NormedRing 𝕜] {f : α𝕜} (h : HasFiniteIntegral f μ) (c : 𝕜) :
    HasFiniteIntegral (fun (x : α) => f x * c) μ

    A function has finite integral for the counting measure iff its norm is summable.

    theorem MeasureTheory.HasFiniteIntegral.restrict {α : Type u_1} {m : MeasurableSpace α} {μ : Measure α} {E : Type u_6} [NormedAddCommGroup E] {f : αE} (h : HasFiniteIntegral f μ) {s : Set α} :
    HasFiniteIntegral f (μ.restrict s)